Hi All: I have a dataset that when estimated as a dynamic state-space model, appears that the trend term would be better modeled with long-tails, such as a t-distribution, rather than Gaussian. I have looked at the manuals for the packages dlm, KFAS and sspir, and if I can estimate such a model in one of these packages, I am not seeing it ( KFAS has the general setup, but presently can only do binomial or poisson for non-gaussian models). It may just be that I am being brain dead when reading the manuals, or that there is another package that can handle this. Any help or pointers appreciated.
Thanks, -Roy ********************** "The contents of this message do not reflect any position of the U.S. Government or NOAA." ********************** Roy Mendelssohn Supervisory Operations Research Analyst NOAA/NMFS Environmental Research Division Southwest Fisheries Science Center 1352 Lighthouse Avenue Pacific Grove, CA 93950-2097 e-mail: roy.mendelss...@noaa.gov (Note new e-mail address) voice: (831)-648-9029 fax: (831)-648-8440 www: http://www.pfeg.noaa.gov/ "Old age and treachery will overcome youth and skill." "From those who have been given much, much will be expected" "the arc of the moral universe is long, but it bends toward justice" -MLK Jr. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
